+151.9%
HPQ vs FAST
+546.1%
-394.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.9% | +5.0% | -6.9% | -4.2% |
| 30D | -5.7% | +8.6% | -14.3% | -9.3% |
| 3M | -0.4% | +6.9% | -7.3% | -3.8% |
| 6M | +40.0% | +29.6% | +10.4% | +23.1% |
| YTD | +34.6% | +41.4% | -6.8% | +12.5% |
| 1Y | +20.4% | +38.5% | -18.1% | +1.6% |
| 3Y | +18.3% | +98.7% | -80.4% | -18.6% |
| 5Y | +9.6% | +108.0% | -98.5% | -27.5% |
| All | +151.9% | +546.1% | -394.2% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling